BANERJEE, Anurag N. - Center for Operations Research and Econometrics (CORE), … - 1994
This work describes a method of estimating the Average Derivative [ delta ]= E(m') (where 'm' is the regression function). The method unlike Hardie-Stoker (JASA, 1989) method, uses local linear regression, and is a "direct" estimate of [ delta ]. Some large sample properties have been obtained,...